I am learning to write better, and have read books such as The Lively art of writing and Element of Style. I realize what I am missing is the grammar books that teaches me the different ways to construct a grammatical sentence with style.

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There are different editions, some "with answers" and a CD-ROM, there's an accompanying workbook, and other supplementary material. I own the second edition from 1991 without any of the gimmicks, and I can recommend it wholeheartedly. It is comprehensive, well-written, even fun to read, and covers most everything I ever wanted to know about English grammar. I still make mistakes, though ;-)

I should note that this book is not specifically concerned with literary writing and how to employ sentence structure stylistically, only in teaching you correct grammar.